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WCMIX vs. ARKQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCMIX vs. ARKQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WCM Focused International Growth Fund (WCMIX) and ARK Autonomous Technology & Robotics ETF (ARKQ). The values are adjusted to include any dividend payments, if applicable.

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WCMIX vs. ARKQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WCMIX
WCM Focused International Growth Fund
-1.25%20.92%6.96%16.56%-28.90%17.08%32.80%35.19%-7.37%31.24%
ARKQ
ARK Autonomous Technology & Robotics ETF
-0.13%48.81%33.88%40.70%-46.75%1.74%107.20%25.94%-7.89%52.26%

Returns By Period

In the year-to-date period, WCMIX achieves a -1.25% return, which is significantly lower than ARKQ's -0.13% return. Over the past 10 years, WCMIX has underperformed ARKQ with an annualized return of 10.51%, while ARKQ has yielded a comparatively higher 20.55% annualized return.


WCMIX

1D
3.11%
1M
-8.86%
YTD
-1.25%
6M
-6.26%
1Y
12.83%
3Y*
10.42%
5Y*
3.98%
10Y*
10.51%

ARKQ

1D
1.83%
1M
-7.58%
YTD
-0.13%
6M
1.13%
1Y
72.46%
3Y*
31.67%
5Y*
6.35%
10Y*
20.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WCMIX vs. ARKQ - Expense Ratio Comparison

WCMIX has a 1.04% expense ratio, which is higher than ARKQ's 0.75% expense ratio.


Return for Risk

WCMIX vs. ARKQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WCMIX
WCMIX Risk / Return Rank: 2525
Overall Rank
WCMIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
WCMIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
WCMIX Omega Ratio Rank: 2626
Omega Ratio Rank
WCMIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
WCMIX Martin Ratio Rank: 2222
Martin Ratio Rank

ARKQ
ARKQ Risk / Return Rank: 8888
Overall Rank
ARKQ Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ARKQ Sortino Ratio Rank: 9090
Sortino Ratio Rank
ARKQ Omega Ratio Rank: 8282
Omega Ratio Rank
ARKQ Calmar Ratio Rank: 9393
Calmar Ratio Rank
ARKQ Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WCMIX vs. ARKQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Growth Fund (WCMIX) and ARK Autonomous Technology & Robotics ETF (ARKQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


WCMIXARKQDifference

Sharpe ratio

Return per unit of total volatility

0.66

2.00

-1.33

Sortino ratio

Return per unit of downside risk

1.08

2.60

-1.52

Omega ratio

Gain probability vs. loss probability

1.15

1.33

-0.18

Calmar ratio

Return relative to maximum drawdown

0.83

3.56

-2.73

Martin ratio

Return relative to average drawdown

2.48

11.10

-8.63

WCMIX vs. ARKQ - Sharpe Ratio Comparison

The current WCMIX Sharpe Ratio is 0.66, which is lower than the ARKQ Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of WCMIX and ARKQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WCMIXARKQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

2.00

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.20

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.70

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.60

-0.11

Correlation

The correlation between WCMIX and ARKQ is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WCMIX vs. ARKQ - Dividend Comparison

WCMIX's dividend yield for the trailing twelve months is around 5.81%, more than ARKQ's 0.27% yield.


TTM20252024202320222021202020192018201720162015
WCMIX
WCM Focused International Growth Fund
5.81%5.73%12.78%0.65%0.11%4.60%1.42%0.22%4.17%0.46%2.09%1.20%
ARKQ
ARK Autonomous Technology & Robotics ETF
0.27%0.27%0.00%0.00%0.00%0.80%0.86%0.00%2.86%1.54%0.00%0.98%

Drawdowns

WCMIX vs. ARKQ - Drawdown Comparison

The maximum WCMIX drawdown since its inception was -39.69%, smaller than the maximum ARKQ drawdown of -59.89%. Use the drawdown chart below to compare losses from any high point for WCMIX and ARKQ.


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Drawdown Indicators


WCMIXARKQDifference

Max Drawdown

Largest peak-to-trough decline

-39.69%

-59.89%

+20.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.95%

-20.58%

+7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-39.69%

-55.71%

+16.02%

Max Drawdown (10Y)

Largest decline over 10 years

-39.69%

-59.89%

+20.20%

Current Drawdown

Current decline from peak

-10.13%

-14.58%

+4.45%

Average Drawdown

Average peak-to-trough decline

-7.54%

-17.43%

+9.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

6.60%

-2.26%

Volatility

WCMIX vs. ARKQ - Volatility Comparison

The current volatility for WCM Focused International Growth Fund (WCMIX) is 8.90%, while ARK Autonomous Technology & Robotics ETF (ARKQ) has a volatility of 11.83%. This indicates that WCMIX experiences smaller price fluctuations and is considered to be less risky than ARKQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCMIXARKQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

11.83%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.31%

25.90%

-12.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.81%

36.50%

-15.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.65%

31.96%

-12.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

29.63%

-10.76%